smr: Sparse Matrix Regression

Description Usage Arguments

Description

This functions minimises |x-uv'|2 s.t. sum(abs(u))<sumabs.

Usage

1
smr(x, v, sumabs)

Arguments

x

a n by p dataset

v

a 1 by p vector

a

scalar value for the L1 contraint on u


mortenarendt/StructuralKnowledgeModl documentation built on May 21, 2019, 11:42 a.m.